-59.4%
NKE vs VXUS
+70.7%
-130.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.1% |
| 7D | -5.5% | -1.9% | -3.6% | -4.3% |
| 30D | -10.4% | -0.7% | -9.7% | -10.0% |
| 3M | -15.8% | +4.9% | -20.8% | -19.1% |
| 6M | -33.4% | +9.7% | -43.1% | -38.6% |
| YTD | -41.0% | +15.0% | -56.0% | -48.0% |
| 1Y | -49.1% | +22.4% | -71.5% | -57.6% |
| All | -59.4% | +70.7% | -130.2% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VXUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling